TSN·Tyson Foods, Inc.

Realized volatility (21d)

24.6% 60th pct

Below its peak

-45.6%

vs 200-day average

-9.6%

Up days (1y)

50%

Tyson Foods, Inc. is currently running 24.6% annualised volatility over the last 21 sessions. Measured against TSN's own 13 years of daily returns rather than a market-wide average, that is the 60th percentile — close to its own typical level, against a typical reading of 22.5%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

TSN is trading -45.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.3%, and the deepest was -51.5% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -9.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 20th percentile — a narrower gap than it typically runs. Over the past year TSN closed higher on 50% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 14 years of records, TSN finished the month higher 7 of 14 times, with a median return of +0.1% and an average of -0.6%. Its strongest month historically has been November at +4.5% on average, its weakest May at -3.4%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: TSN has opened more than 2% away from the prior close in 80 of 3,268 sessions (2.4% of the time), with the largest gaps running +5.2% and -8.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, TSN moved an average of 1.7% in the session after earnings, closing higher 0 of those 3 times, with a median move of -1.6% and a largest of -2.5%.

All figures computed from 3,269 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against TSN's own 13-year history, not a peer group or index.